Ritz–Galerkin method for solving a parabolic equation with non‐local and time‐dependent boundary conditions

The paper is devoted to the investigation of a parabolic partial differential equation with non‐local and time‐dependent boundary conditions arising from ductal carcinoma in situ model. Approximation solution of the present problem is implemented by the Ritz–Galerkin method, which is a first attempt at tackling parabolic equation with such non‐classical boundary conditions. In the process of dealing with the difficulty caused by integral term in non‐local boundary condition, we use a trick of introducing the transition function G(x,t) to convert non‐local boundary to another non‐classical boundary, which can be handled with the Ritz–Galerkin method. Illustrative examples are included to demonstrate the validity and applicability of the technique in this paper. Copyright © 2015 John Wiley & Sons, Ltd.     

A local defect correction technique for time‐dependent problems

In this article a local defect correction technique for time‐dependent problems is presented. The method is suitable for solving partial differential equations characterized by a high activity, which is mainly located, at each time, in a small part of the physical domain. The problem is solved at each time step by means of a global uniform coarse grid and a local uniform fine grid. Local and global approximation are improved iteratively. Results of numerical experiments illustrate the accuracy, the efficiency, and the robustness of the method. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Existence and uniform decay for a non‐linear viscoelastic equation with strong damping

This paper is concerned with the non‐linear viscoelastic equation We prove global existence of weak solutions. Furthermore, uniform decay rates of the energy are obtained assuming a strong damping Δu_t acting in the domain and provided the relaxation function decays exponentially. Copyright © 2001 John Wiley & Sons, Ltd.     

Ensemble time‐stepping algorithms for the heat equation with uncertain conductivity

Motivated by applications to 3D printing, this article presents two algorithms for calculating an ensemble of solutions to heat conduction problems. The ensemble average is the most likely temperature distribution and its variance gives an estimate of prediction reliability. Solutions are calculated by solving a linear system, involving a shared coefficient matrix, for multiple right‐hand sides at each timestep. Storage requirements and computational costs to solve the system are thereby reduced. Stability and convergence of the methods are proven under a condition involving the ratio between fluctuations of the thermal conductivity and the mean. A series of numerical tests are provided which confirm the theoretical analyses and illustrate uses of ensemble simulations.     

A non‐linear and non‐local boundary condition for a diffusion equation in petroleum engineering

This article deals with a boundary value problem for Laplace equation with a non‐linear and non‐local boundary condition. This problem comes from petroleum engineering and is used to obtain an estimation of well productivity. The non‐linear and non‐local boundary condition is written on the well boundary. On the outer reservoir boundaries, we have both Dirichlet and Neumann conditions. In this paper, we prove the existence and uniqueness of a solution to this problem. The existence is proved by Schauder theorem and the uniqueness is obtained under more restricted conditions, when the involved operator is a contraction. Copyright © 2005 John Wiley & Sons, Ltd.     

Unique solvability of a non‐local problem for mixed‐type equation with fractional derivative

In this work, we investigate a boundary problem with non‐local conditions for mixed parabolic–hyperbolic‐type equation with three lines of type changing with Caputo fractional derivative in the parabolic part. We equivalently reduce considered problem to the system of second kind Volterra integral equations. In the parabolic part, we use solution of the first boundary problem with appropriate Green's function, and in hyperbolic parts, we use corresponding solutions of the Cauchy problem. Copyright © 2016 John Wiley & Sons, Ltd.     

Singly diagonally implicit runge‐kutta method for time‐dependent reaction‐diffusion equation

In this article, an efficient fourth‐order accurate numerical method based on Padé approximation in space and singly diagonally implicit Runge‐Kutta method in time is proposed to solve the time‐dependent one‐dimensional reaction‐diffusion equation. In this scheme, we first approximate the spatial derivative using the second‐order central finite difference then improve it to fourth‐order by applying Padé approximation. A three stage fourth‐order singly diagonally implicit Runge‐Kutta method is then used to solve the resulting system of ordinary differential equations. It is also shown that the scheme is unconditionally stable, and is suitable for stiff problems. Several numerical examples are solved by the scheme and the efficiency and accuracy of the new scheme are compared with two widely used high‐order compact finite difference methods. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1423–1441, 2011     

Existence results of stochastic impulsive systems with expectations‐dependent nonlinear terms

In this paper, sufficient conditions are established for the existence and uniqueness of global solutions to stochastic impulsive systems with expectations in the nonlinear terms. The maximal interval and the estimate of mild solutions are also discussed. These results are obtained by using the fixed point theorem, interval partition, and Lyapunov‐like technique. Finally, examples are given to illustrate the theory. Copyright © 2014 John Wiley & Sons, Ltd.     

Flow of a non‐linear (density‐gradient‐dependent) viscous fluid with heat generation,viscous dissipation and radiation

In this paper, we study the flow of a compressible (density‐gradient‐dependent) non‐linear fluid down an inclined plane, subject to radiation boundary condition. The convective heat transfer is also considered where a source term, similar to the Arrhenius type reaction, is included. The non‐dimensional forms of the equations are solved numerically and the competing effects of conduction, dissipation, heat generation and radiation are discussed. Copyright © 2008 John Wiley & Sons, Ltd.     

WEB‐spline based mesh‐free finite element analysis for the heat equation and the time‐dependent Navier–Stokes equation: A survey

In this article, we give some numerical techniques and error estimates using web‐spline based mesh‐free finite element method for the heat equation and the time‐dependent Navier–Stokes equations on bounded domains. The web‐spline method uses weighted extended B‐splines on a regular grid as basis functions and does not require any grid generation. We demonstrate the method by providing numerical results for the Poisson's and stationary Stokes equation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters

Previous analysis and research on the power option – one of the exotic options – have focused on the interest rate of the stock and its volatility as constant parameters throughout the run of execution. In this paper, we attempt to extend these results to the more practical and realistic case of when these parameters are time dependent. By making no ansatz or relying on ad hoc methods, we are able to achieve this via an algorithmic method – the Lie group approach – leading to exact solutions for the power option problem. Copyright © 2014 John Wiley & Sons, Ltd.     

Global existence of strong solutions to a time‐dependent 3D Ginzburg‐Landau model for superconductivity with partial viscous terms

We study an initial boundary value problem for a time‐dependent 3D Ginzburg‐Landau model of superconductivity with partial viscous terms. We prove the global existence of strong solutions.     

Some non‐local problems for the parabolic‐hyperbolic type equation with complex spectral parameter

In the present paper the unique solvability of two non‐local problems for the mixed parabolic‐hyperbolic type equation with complex spectral parameter is proved. Sectors for values of the spectral parameter where these problems have unique solutions are shown. Uniqueness of the solution is proved by the method of energy integral and existence is proved by the method of integral equations. In particular cases, eigenvalues and corresponding eigenfunctions of the studied problems are found. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Semi‐linear wave models with power non‐linearity and scale‐invariant time‐dependent mass and dissipation

In this paper we will consider the semi‐linear Cauchy problem for wave models with scale‐invariant time‐dependent mass and dissipation and power non‐linearity. The goal is to study the interplay between the coefficients of the mass and the dissipation term to prove blow‐up results or global existence (in time) of small data energy solutions.     

Multiplicity and symmetry results for a nonlinear Schrödinger equation with non‐local regional diffusion

In this paper, we are interested in the nonlinear Schrödinger equation with non‐local regional diffusion (1) where 0 < α < 1 and is a variational version of the regional Laplacian, whose range of scope is a ball with radius ρ(x) > 0. The novelty of this paper is that, assuming f is of subquadratic growth as |u|→+∞, we show that 1 possesses infinitely many solutions via the genus properties in critical point theory. Furthermore, if f(x,u) = γa(x)|u|^{γ ? 1}, where is a nonincreasing radially symmetric function, then the solution of 1 is radially symmetric. Copyright © 2015 John Wiley & Sons, Ltd.     

On local existence and blowup of solutions for a time‐space fractional diffusion equation with exponential nonlinearity

In this paper, we are concerned with local existence and blowup of a unique solution to a time‐space fractional evolution equation with a time nonlocal nonlinearity of exponential growth. At first, we prove the existence and uniqueness of the local solution by the Banach contraction mapping principle. Then, the blowup result of the solution in finite time is established by the test function method with a judicious choice of the test function.     

Modelling traffic flow with a time‐dependent fundamental diagram

We model traffic flow with a time‐dependent fundamental diagram. A time‐dependent fundamental diagram arises naturally from various factors such as weather conditions, traffic jam or modern traffic congestion managements, etc. The model is derived from a car‐following model which takes into account the situation changes over the time elapsed time. It is a system of non‐concave hyperbolic conservation laws with time‐dependent flux and the sources. The global existence and uniqueness of the solution to the Cauchy problem is established under the condition that the variation in time of the fundamental diagram is bounded. The zero relaxation limit of the solutions is found to be the unique entropy solution of the equilibrium equation. Copyright © 2004 John Wiley & Sons, Ltd.     

Numerical scheme with convergence for a generalized time‐fractional Telegraph‐type equation

In this work, we design and analyze a numerical scheme for solving the generalized time‐fractional Telegraph‐type equation (GTFTTE) which is defined using the generalized time fractional derivative (GTFD) proposed recently by Agrawal. The GTFD involves the scale and the weight functions, and reduces to the traditional Caputo derivative for a particular choice of the weight and the scale functions. The scale and the weight functions play an important role in describing the behavior of real‐life physical systems and thus we study the solution behavior of the GTFTTE by varying the weight and the scale functions in the GTFD. We investigate the solution profile of the GTFTTE under some of these choices. We also provide the stability and the convergence analysis of the proposed numerical scheme for the GTFTTE. We consider two test examples to perform numerical simulations.     

Existence and asymptotic behaviour of solutions for a class of quasi‐linear evolution equations with non‐linear damping and source terms

We consider a class of quasi‐linear evolution equations with non‐linear damping and source terms arising from the models of non‐linear viscoelasticity. By a Galerkin approximation scheme combined with the potential well method we prove that when m<p, where m(?0) and p are, respectively, the growth orders of the non‐linear strain terms and the source term, under appropriate conditions, the initial boundary value problem of the above‐mentioned equations admits global weak solutions and the solutions decay to zero as t→∞. Copyright © 2002 John Wiley & Sons, Ltd.